Right handed. Large swords and bladed weapons usually go there too if the figure has a blade and a gun.
I just go off the fiction, and for the toy-only guys well I'll suppose I'll decide by a case by case basis but by sheer coincidence all my toy only bots right now are dual-wields. Not sure how I managed that. Just to add: I was thinking if I ever get any 'dark opposite' characters like SG or Nemesis Prime etc that if possible with the toy I'd swap the hand used as a throwback to those old cliches.
even though I'm right-handed, a lot of my tfs are holding their weapons in their left hands. I think this is because I plug the weapon into whatever hand is nearer to my right hand, which is usually their left.
All the Transformers I have that are holding guns are holding them in their right hand. Shockwave, being unable to switch which hand his weapon is on, is the sole exception to this rule. Vehicon and Cyclonus also can't swap which hand they're holding their weapon in. Cyclonus, because the hole for his weapon is in his right fist, Vehicon, because his weapon's left side is immaterial. I forgot about soundwave. He's a lefty too because I don't like having him have 2 weapons (Shoulder launcher and Rifle) on the same side.
If he's a lefty like Shockwave, then he's a lefty on my display. If they're a righty, then they're a righty on shelf. Unless there's two weapons, in which case they're dual wielding them them. Simple.
I'm righthanded and most of my TF's apparently as well. During the G1 days all my TF's were righthanded, with one exception: Roadbuster, but only because the riffle clipped more securly in his left hand. Nowadays I still prefer to use the right hand, but on occassion will go for a lefty. For example, every Prowl figure I have is lefthanded (save RiD) because while posing the henkei I remembered the G1 toy was lefthanded on the boxart.
Ambidexterous with the display at about 50/50, of course as other have said there are some that simply can't be and if the have a second weapon mounted some where else the hand weapon always goes on the other side.
Couldn't tell you the exact ratio of right to left, but they're mixed depending on the pose. I also make it a point to make sure that all versions of a mold aren't all holding their weapon with the same hand.